I converted from atheism to Orthodoxy, with some other steps along my path. I grew up in a nominally-Christian (Baptist) family and abandoned Christianity at an earlier age than I can remember. I stayed in this undefined state for a good long while before developing a budding interest in Buddhism and Taoism (initially just out of an interest in practical meditation). After a few years of searching through various East-Asian religious and philosophical idea systems I got tired of them due to several factors.
I became a staunch atheist and began reading Friedrich Nietzsche, who I came to believe was the greatest genius the world has ever seen (I think I ended up reading every work he wrote, as well as dozens of works about him, and wanted for a while to be a Nietzsche-scholar). I specifically remember walking around in the countryside one day and joyously screaming aloud "There is no God". It felt very liberating for some reason, like a great pressure or burden that I had not even noticed had been lifted. I began to hate everyone and considered every person I met to be scum, as this is essentially what Nietzsche said the majority of people were. I even read Anton LaVey's "The Satanic Bible", considering it to be the ultimate fulfillment of Nietzsche's philosophy.
But then an act of kindness by a couple of classmates in college caused me to change my views of humanity. I decided to look into "religion" again but still refused to consider Christianity. I got really deep into Theravada Buddhism again during a summer and developed a regular and rigorous meditation practice. I became interested in monasticism, and seriously considered becoming a Buddhist monk. Then the thought hit me, "hey, aren't there Christians who live monastic lives too?" I figured that even if I was just going to study monasticism as an interesting social dynamic from a scholarly perspective, I should know where Christian monasticism was coming from. I felt a sudden urge one day to read the Gospels, an impulse that until then I considered the height of stupidity. So I picked up the Bible and the first passage I came to was John 4:14:
but whoever drinks the water I give him will never thirst. Indeed, the water I give him will become in him a spring of water welling up to eternal life."
I realized that I had been thirsting this whole time, going from philosophy to philosophy, but nothing had ever quenched that thirst. So I decided to try Christianity. I was heavily influenced at this early time by Roman Catholic apologist Peter Kreeft, as well as other Christian apologists. I was a very gradual process, and at first entirely intellectual. It was simply stupendous to find that there were some people out there intelligently defending the faith (even if some of them were a bit misguided). I was very frustrated, however, at how many different groups there were out there who claimed to be Christian but who had some very different beliefs, ideas, and practices. I did not know where to belong. At this time I still considered prayer to be silly, to be honest, and I did not even attempt it. The first time I did pray, though, was at a time of agonizing frustration over finding true Christianity, and I asked that God lead me to the Christian Church. Only a few days after, I discovered the Orthodox Church.
I am now a catechumen. I have spent my time since converting doing intensive study of Christian history and the Church Fathers, but most importantly I am actually praying, going to Church services, and altering my ways to follow Christ. I feel that by doing these things I am filling some space that had always been empty before. I say with all sincerity that only a year and a half ago if someone told me that I would become a Christian I would have told them that they were crazy. Mine was not a sudden "aha" conversion but was a very gradual and often painful one. I still go through times of doubt. I often wonder "why Christianity? Why not Buddhism or Vedanta something?", and sometimes these questions consume me, but I always come out of these periods much more strong in my faith than I was before. I probably could not label one factor or event as the reason I converted, but my conversion to Orthodoxy has seemed to be the fulfillment of everything that came before in my life, and for the first time I feel at home.